Skip to main content
V-Lab

S&P 500 Communication Services Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.36% (+0.28%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Communication Services Sector Index AGARCH
paramt-stat
ω0.020715.90
α0.077346.41
β0.9061509.64
γ0.329216.40
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts